| 截尾数据异方差回归分析 |
| |
| 引用本文： | 黄伟,傅惠民.截尾数据异方差回归分析[J].航空动力学报,2004,19(1):1-6. |
| |
| 作者姓名： | 黄伟 傅惠民 |
| |
| 作者单位： | 北京航空航天大学,固体力学研究所,北京,100083 |
| |
| 基金项目： | 国防科技预研项目(413280203) |
| |
| 摘 要： | 提出截尾数据异方差回归分析方法,将传统的只适用于同方差和完全数据的回归分析推广到异方差和截尾数据的情况。文中建立了异方差回归方程,给出回归系数和标准差的最佳无偏整体估计及其协方差矩阵。详细讨论了正态分布、极值分布、威布尔分布情况下的线性异方差回归分析,给出其回归曲线和百分位值的置信限。对于异方差问题目前工程上只能采用成组试验方法,因此试验量很大;本文方法与之相比则能很好地解决这一问题,在试样数相同的条件下具有更高的精度,而在精度相同的情况下,可以节省大量试样。
|
| 关 键 词： | 航空、航天推进系统 异方差回归分析 截尾数据 最佳无偏整体估计 可靠性 |
| 文章编号： | 1000-8055(2004)01-0001-06 |
| 收稿时间： | 2003/10/18 0:00:00 |
| 修稿时间： | 2003年10月18 |
Heteroscedasticity Regression Analysis for Censored Data |
| |
| HUANG Wei and FU Hui-min.Heteroscedasticity Regression Analysis for Censored Data[J].Journal of Aerospace Power,2004,19(1):1-6. |
| |
| Authors: | HUANG Wei and FU Hui-min |
| |
| Institution: | Beijing University of Aeronautics and Astronautics, Beijing100083, China;Beijing University of Aeronautics and Astronautics, Beijing100083, China |
| |
| Abstract: | A heteroscedasticity regression analysis method for censored data is presented,and it extends the traditional regression analysis,which is only suitable to complete and homoscedasticity data,to censored and heteroscedastic data.The heteroscedasticity regression equation is established and the best linear unbiased estimators for the regression parameters,the standard deviation and their covariance are also given.The linear heteroscedasticity regression analysis methods for normal distribution,extreme distribution and Weibull distribution are discussed in detail and the confidence limits of the regression curve and percentiles are given.At present,heteroscedastic data can only be analyzed by group test method that requires large sample.Compared with traditional method,the present method can reach higher precision and a great number of specimens can be saved. |
| |
| Keywords: | aerospace propulsion system heteroscedasticity regression analysis censored data best unbiased integral estimate reliability |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《航空动力学报》浏览原始摘要信息 |
| 点击此处可从《航空动力学报》下载免费的PDF全文 |
|
